icfit-class

icfit

show,icfit-method

icfit.coef

icfit.predict

icfit.summary

Stores the output of the search for the model with best information
criterion value, e.g. produced by <code>bestBIC</code>, <code>bestBIC</code>,
<code>bestAIC</code> or <code>bestIC</code>.
The class extends a list, so all usual methods for lists also work for
<code>icfit</code> objects, e.g. accessing elements, retrieving names etc.
Methods are provided to extract coefficients, predictions, confidence
intervals and summary information about the best model.

classes

Model selection and averaging for regression, generalized linear models, generalized additive models, graphical models and mixtures, focusing on Bayesian model selection and information criteria (Bayesian information criterion etc.). See Rossell (2025) <doi:10.5281/zenodo.17119597> (see the URL field below for its URL) for a hands-on book describing the methods, examples and suggested citations if you use the package.

David Rossell

modelSelection

High-Dimensional Model Selection

Donatello Telesca

P. Roebuck

Oriol Abril

Miquel Torrens

Peter Mueller

William Hallahan

icfit-class function

icfit objects are automatically created by a call to
 <code>bestBIC</code> or similar.

Objects from the Class

The class extends a list with elements:<dl> <dt>topmodel</dt>
<dd>names of the variables in the top model</dd>
 <dt>topmodel.fit</dt>
<dd>top model as fitted by glm</dd>
 <dt>models</dt>
<dd>data frame with the information criterion for all models
 (when enumeration is feasible) or those visited by an MCMC model
 search in modelSelection (when enumeration is not feasible)</dd>
 <dt>varnames</dt>
<dd>the names of all variables in the design matrix</dd>
 <dt>msfit</dt>
<dd>Output of modelSelection (used to search the top model)</dd>
 
</dl>

Slots

<dl>
 <dt>coef</dt>
<dd>glm fit for the top model</dd> <dt>confint</dt>
<dd>Confidence intervals under the top model</dd> <dt>predict</dt>
<dd>Predictions for the top model (predict.glm)</dd> <dt>show</dt>
<dd><code>signature(object = "icfit")</code>: Displays general information about the object.</dd> 
</dl>

Methods

Author

Class "icfit" — icfit-class

The class extends a list with elements:<dl>

 <dt>topmodel</dt>
<dd>names of the variables in the top model</dd>


 <dt>topmodel.fit</dt>
<dd>top model as fitted by glm</dd>


 <dt>models</dt>
<dd>data frame with the information criterion for all models
 (when enumeration is feasible) or those visited by an MCMC model
 search in modelSelection (when enumeration is not feasible)</dd>


 <dt>varnames</dt>
<dd>the names of all variables in the design matrix</dd>


 <dt>msfit</dt>
<dd>Output of modelSelection (used to search the top model)</dd>


 
</dl>

<dl>
 <dt>coef</dt>
<dd>glm fit for the top model</dd>

 <dt>confint</dt>
<dd>Confidence intervals under the top model</dd>

 <dt>predict</dt>
<dd>Predictions for the top model (predict.glm)</dd>

 <dt>show</dt>
<dd><code>signature(object = "icfit")</code>: Displays general information about the object.</dd>

 
</dl>

icfit-class: Class "icfit"

Description

Arguments

Objects from the Class

Slots

Methods

Author

See Also

Examples